+34.3%
FANG vs XYL
-30.7%
+65.0%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +5.0% | -9.9% | -3.9% |
| 7D | -11.3% | +14.5% | -25.8% | -8.8% |
| 30D | -0.7% | -1.3% | +0.7% | +0.2% |
| 3M | -4.2% | -17.0% | +12.8% | -7.7% |
| 6M | -13.5% | -11.3% | -2.1% | -14.7% |
| YTD | +23.7% | -25.0% | +48.7% | +22.7% |
| 1Y | +34.3% | -31.5% | +65.9% | +30.3% |
| All | +34.3% | -30.7% | +65.0% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling